Design of a leading indicator for Costa Rican economic activity

 

में बचाया:
ग्रंथसूची विवरण
लेखकों: Chaverri Morales, Carlos, Van Patten Rivera, Diana
स्वरूप: artículo original
स्थिति:Versión publicada
प्रकाशन तिथि:2014
विवरण:This paper presents the results of estimating three leading indicators for the turning points of the economic activity in Costa Rica. This was done following the methodology proposed by the Organization for Economic Cooperation and Development (OECD). The Monthly Economic Activity Index (IMAE in Spanish) was selected as the reference variable.  A total of 270 data series were analyzed including monetary, real and job market variables, as well as price indices, external sector indicators and fiscal sector variables. The real sector information was disaggregated into three levels, which included the classification of data at an industrial level using the International Standard Industrial Classification (ISIC) with two digits, information from the agricultural sector based on the Central Product Classification (CPC) and information from the manufacturing sector.  A leading indicator was developed for each level of aggregation, resulting in average leads of 7 to 12 months compared to the reference variable.
देश:Portal de Revistas UNA
संस्थान:Universidad Nacional de Costa Rica
Repositorio:Portal de Revistas UNA
भाषा:Español
OAI Identifier:oai:www.revistas.una.ac.cr:article/6426
ऑनलाइन पहुंच:https://www.revistas.una.ac.cr/index.php/economia/article/view/6426
संकेत शब्द:Modelos de series temporales
fluctuaciones
ciclos económicos
Time-Series Models
Business Cycles
Economic Fluctuations